Ajim Uddin, PhD
I am an Assistant Professor of Financial Technology at Martin Tuchman School of Management (MTSM), New Jersey Institute of Technology (NJIT).
In the broadest sense, my research interest is Machine Learning and Data Mining with Application to Finance.
I am currently working on nonlinear tensor factorization and network representation for financial markets.
Primarily my focus is on modeling dynamic changes in network structures and incorporating network information into traditional asset pricing models using spectrum analysis and graph neural networks.
On a personal level, I like to play Cricket and Soccer. I truly enjoy hiking and reading books. Two of my recent favorite books are "Becoming" - by Michelle Obama and "Born a Crime" - by Trevor Noah.
Speaking of Trevor Noah, sometimes I do stand-up comedy, and trust me, I am really good at this.
FinTech;
Machine Learning and Data Mining with Application to Finance;
Empirical Asset Pricing;
Graph Neural Network for Representation Learning in Finance
Laplacian Test Assets: Cross-Sectional Portfolio Optimization via Graph Laplacians
Nonlinear Tensor Decomposition
Algorithmic Trading Using Graph Neural Network
Centrality, Leadership, and Information Asymmetry: A Bipartite Projection Model for Fund-Stock Network
Uddin, A., Tao, X., and Yu, D. (2024). The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach. Journal of Financial Econometrics. [ Link ]
Uddin, A., Tao, X., and Yu, D. (2023). Attention Based Dynamic Graph Neural Network for Asset Pricing. Global Finance Journal.
[ Link ]
Uddin, A., Abdullah, M., Chowdhury, M , and Moudud-Ul-Huq, S. (2023). Forecasting Nonperforming Loans Using Machine Learning. Journal of Forecasting.
[ Link ]
Uddin, A., Tao, X., Chou, C., and Yu, D. (2022). Are Missing Values Important for Earnings Forecast? A Machine Learning Perspective. Quantitative Finance.
[ Preprint Link ] [ Journal Link ]
Fang, M., Taylor, S., and Uddin, A. (2022). The Network Structure of Overnight Index Swap Rates. Finance Research Letters, 46(B), 102425. [ Link ]
Chowdhury, M., Meo, M., Uddin, A., and Haque, M., (2021). Asymmetric Effect of Energy Price on Commodity Price: New Evidence from NARDL and Time Frequency Wavelet Approaches. Energy , 231, 120934. [ Link ]
Uddin, A., Yu, D. (2020). Latent factor model for asset pricing, Journal of Behavioral and Experimental Finance , 27. [ Link ]
Uddin, A., Chowdhury, M., and Islam, M. (2020). Revisiting the impact of institutional quality on post-GFC bank risk-taking: Evidence from emerging countries. Emerging Markets Review , 42. [ Link ]
Uddin, A., Chowdhury, M., and Islam, M. (2017). Resiliency between Islamic and conventional banks in Bangladesh: Dynamic GMM and quantile regression approaches. International Journal of Islamic and Middle Eastern Finance and Management , 10(3), pp.400-418. [Link]
Uddin, A., Chowdhury, M., and Islam, M. (2017). Determinants of Financial Inclusion in Bangladesh: Dynamic GMM & Quantile Regression Approach. The Journal of Developing Areas, 51(2), pp.221-237. [Link]
Uddin, A., Chowdhury, M., and Islam, M. (2017). Do Socio-Economic Factors Matter for the Financial Development of a Muslim Country? A Study in Bangladesh Banking Sector. International Journal of Business and Society , 18(S1), pp.59-78. [Link]
Jiang, S., Uddin, A., Wei, Z., and Yu, D. (2023). The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance. in: Fourth ACM International Conference on AI in Finance. ICAIF-2023. ACM. [ Link ]
Zhou, D., Uddin, A., Shang, Z., Sylla, C., and Yu, D. (2023). A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation. in: Fourth ACM International Conference on AI in Finance. ICAIF-2023. ACM. [ Link ]
Varolgunes, U., Zhou, D., Yu, D., and Uddin, A. (2023). NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation. in: Fourth ACM International Conference on AI in Finance. ICAIF-2023. ACM. [ Link ]
Rahman, A., Uddin, A., and Wang, G. (2023). HODL: The Hold of Reddit Over the Stock Market. in: IEEE 39th International Conference on Data Engineering Workshops ICDEW-2023. IEEE. [ Link ]
Uddin, A., Tao, X., Chou, C., and Yu, D. (2022). Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]
Zhou, D., Uddin, A., Tao, X., Shang, Z.,, and Yu, D. (2022). Temporal Bipartite Graph Neural Networks for Bond Prediction. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]
Zhou, D., Uddin, A., Shang, Z., Sylla, C., and Yu, D. (2022). Core Matrix Regression and Prediction with Regularization. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]
Uddin, A., Tao, X., and Yu, D. (2021). Attention Based Dynamic Graph Learning Framework for Asset Pricing. in: 30th ACM International Conference on Information and Knowledge Management. CIKM-2021. ACM. [ Link ]
Uddin, A., Tao, X., Chou, C., and Yu, D. (2020). Nonlinear Tensor Completion Using Domain Knowledge: An Application in Analysts’ Earnings Forecast, In: 20th IEEE International Conference on Data Mining Workshop. ICDMW-2020. IEEE. [ Link ]
"MLCTR: A Fast Scalable Coupled Tensor Completion Based on Multi-Layer Non-Linear Matrix Factorization." With D. Zhou, X. Tao, C. Chou, and D. Yu. [Link]
"A Fast Non-Linear Coupled Tensor Completion Algorithm for Data Integration, Imputation and Link Prediction." With D. Zhou, Z. Shang, and D. Yu.
"Network Centrality, Leadership, and Institutional Investors Portfolio Performance." [ Link ]
Presented at Northeast Decision Sciences Institute, Annual Conference. 7 - 09 October, 2022. Best Overall Conference Paper Award
Presented at Financial Management Association Annual Meeting, (FMA) 19 - 22 October, 2022. Best Paper Award- Semifinalist
[ GITHUB LINK ]
Are Missing Values Important for Earnings Forecast? A Machine Learning Perspective.
[ Python Code ]
Attention Based Dynamic Graph Learning Framework for Asset Pricing.
[ Python Code ]
| FIN 611 | Intro to Topics in Fin Tech | Fall 2024, Spring 2024, Fall 2023, Spring 2023, Fall 2022 | |
| FIN 620 | Adv Financial Data Analytics | Spring 2024 | |
| FIN 420 | Data Mining & Machine Learning | Fall 2022 | |
| FIN 315 | Fundamentals of Corporate Finance | Fall 2024, Fall 2023, Spring 2023, | |
| FIN 218 | Financial Markets and Institutions | Fall 2021 | |
| MIS 245 | Management Information System | Spring 2020, Fall 2019, Spring 2019 |
Association for Computing Machinery (ACM)
American Finance Association (AFA)
Financial Management Association (FMA)
European Finance Association (EFA)
Beta Gamma Sigma (BGS)
ICAIF 2023
FMA 2023
FMA Applied Finance Conference 2021, 2022
VP Finance PhD Club NJIT (2018-2019, 2019-2020)
MTSM Department Resprasentative Graduate Student Association (GSA) (2019-2020)
ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD)
ACM International Conference on Information and Knowledge Management (CIKM).
IEEE International Conference on Data Mining (ICDM)
AAAI Conference on Artificial Intelligence (AAAI)
Finance Research Letters
Journal of Behavioral and Experimental Finance
Emerging Markets Review
Emerging Markets Finance and Trade